Sunday, 16 May 2021

Week to May 14th

Highest inflation for a decade pushes markets (esp NDX) down, Oil Colonial hack
MY CALL THIS WEEK : SELL CADJPY



I have changed the format of our last week report to a single section covering the whole week.



The big story this week, as we indicated last weekend, was the inflation print on Wednesday, coming in at 4.2%, even higher than the 3.6% estimate and well above last month's 2.6%. The core figure (ex Food and Energy) came in at 3.0% (2.3% est, 1.6% previous). The main release was the highest since 2008, the core since 1982. Inflation targeting (current target 2%) is of course one the Fed Mandates, and despite the poor NFP this month, the release triggered fears of Fed QE Taper.


The fears, and consequent equity slide started at the beginning of the week, with a report from consumer expectations from the NY Fed and then bolstered by the Chinese PPI (6.8%, previously 4.4%) on Tuesday. SPX had already fallen 2.41% (NDX 2.68%), and fell a further 1.63% (NDX 2.62%) on the day, the worst 3-day run of 2021, and losing five weeks' gains. Continuing the rotation out of tech, DJI managed an intraday all-time high on Monday, and was the best performing index of the week. The DJI/NDX ratio has risen by 13.4% since the rotation started in February.


The market mood changed on Thursday, and despite US PPI at 4.1% (est 3.7% p3.1%) confirming the inflation trend, markets swiftly recovered part of the drop and SPX ended the week 1.39% down, about where it was two weeks ago. NDX did worse, it is now 7.9% off the highs. By comparison, the February pullback was 12.1%


Having ignored the NY Fed on Monday, the dollar also reacted quickly to CPI, but gave all its gains back on Friday. A similar story was seen in Gold and yields (which had an inside week). Oil's chart looked similar but for a different reason: it spiked up after a pipeline cyberattack closure, and fell on Thursday when the problem was fixed.



WEEKLY PRICE MOVEMENT

The pullback in inflation sent most indices red, with NKY the weakest down 4.34%. The top forex mover was GBPAUD up 1.56%. Another strong week for Ethereum, whereas BTC pulled back after a change of tune from Elon Musk. ETHBTC has advanced 179% in three weeks. FANGs fell broadly in line with NDX.


My GBPCAD long gained 0.58% making my running total -0.65%, 13/18 wins. CADJPY is heavily overbought, I will have another shot at shorting it.






Note we use Google Finance data for daily movements, listing UUP as a proxy for DXY. All references to ‘the dollar’ are based on DXY. The equity and index prices are now based on the cash close each day.




NEXT WEEK (all times are GMT)

(Calendar High volatility items are in bold)


I have also changed the format of the next week commentary to a single paragraph covering the whole week.


Next week sees the minutes of the last FOMC meeting where traders will be picking through the minutiae of the wording, although we doubt that will move markets for more than a few hours, as the Fed's position is clear, no more, no less at the moment. Wal-mart lead the opening of the retail phase of earnings season on Tuesday. There aren't any major US releases this week, suggesting dollar moves will be driven from the other side. After the shock US inflation report last week, it's the turn of the UK, Canada and the Eurozone to report, and China, UK, Canada and Australia report Retail Sales, an inflation proxy. The week is notably heavy on CB speakers, with ECB President Lagarde on twice, and Friday is May OpEx day.



  • UK, Canada, Eurozone inflation
  • Retail Earnings Season
  • FOMC Minutes
  • OpEx Week


Monday May 17

02:00 China Retail Sales (YoY e24.9% p34.2%)

14:05 Fed Clarida speech

14:15 BoE Tenreyro speech

15:30 BoE Vlieghe speech

16:30 BoE Haldane speech

23:50 Japan Q1 Prelim GDP (e-1.2% p2.8%)



Tuesday May 18

01:30 RBA Meeting Minutes

06:00 UK Claimant Count/UnEmp/AHE (UnEmp e4.9% p4.9%)

07:00 EU EcoFin Meeting

09:00 Eurozone Prelim GDP (QoQ e-0.6% p-0.6%)

12:30 US Building Permits/Housing Starts

14:00 ECB President Lagarde speech



Wednesday May 19

00:30 Aus Westpac Consumer Confidence

01:30 Aus Wage Price Index

04:30 Japan Ind Production

06:00 UK CPI (e1.4% p0.7%)

07:20 ECB Panetta speech

08:00 EU Financial Stability Review

09:00 Eurozone CPI

10:30 DE10Y Bond Auction

12:30 Canada BoC CPI (Core e1.3% p1.4%)

15:50 ECB Lane speech

18:00 FOMC Minutes

23:50 Japan Imports/Exports/TB



Thursday May 20

01:00 Aus Consumer Inflation Expectations(May)

01:30 PBoC Rate Decision (e3.85% hold)

01:30 Aus NFP/UnEmp (NFP e15k p70.7k)

06:00 Germany PPI

08:00 ECB Lane speech

09:05 BoE Cunliffe speech

12:00 ECB President Lagarde speech

12:30 Philadelphia Fed Mfr Survey

12:30 US Jobless Claims

23:00 Aus Commonwealth Bank PMIs

23:30 Japan National CPI



Friday May 21

00:00 Eurogroup Meeting

01:30 Aus Retail Sales (MoM e0.5% p1.3%)

06:00 UK Retail Sales

07:30 Germany Markit PMIs (Mfr e65.8 p66.2)

08:00 Eurozone Markit PMIs (Comp e54.9 p53.8)

08:30 UK Markit PMIs (e62.0 p61.0)

12:30 Canada Retail Sales (MoM e2.3% p4.8%)

13:45 US Markit PMIs

14:00 Eurozone Consumer Confidence

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